+2,475.7%
TSCO vs KDP
+1,132.0%
+1,343.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +0.8% | +1.3% | -0.5% | +0.3% |
| 30D | +5.5% | +6.0% | -0.5% | +3.2% |
| 3M | +20.0% | +9.2% | +10.8% | +16.0% |
| 6M | -29.8% | +14.7% | -44.5% | -33.4% |
| YTD | -28.7% | +19.2% | -47.9% | -33.3% |
| 1Y | -40.9% | +15.2% | -56.1% | -44.3% |
| 3Y | -15.9% | +6.0% | -21.9% | -19.5% |
| 5Y | -3.5% | +5.4% | -8.9% | -7.4% |
| 10Y | +142.2% | +171.9% | -29.7% | +62.3% |
| All | +2,475.7% | +1,132.0% | +1,343.7% | +889.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded KDP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling